I keep running into this issue for my capacitive discharge welder project. I need to be able to accurately control the energy discharged with a MOSFET but not being able to easily set the frequency accurately. It would be nice to see this feature added to the PWM function.

Good idea. You can do it hacking the timers, but the code is messy, and apparently can affect other things if you're not careful.

That's probably the main reason it wasn't included; unintended consequences... each pair of PWM pins is tied to a timer that controls the PWM frequency... and millis(), micros(), and other functions depend on TIMER0 being a specific frequency... still, this could all be noted in the documentation about how to use it...